-14.8%
CTSH vs ENTG
+18.8%
-33.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.7% | -5.5% | -4.1% |
| 7D | -5.5% | +8.9% | -14.4% | -6.7% |
| 30D | +4.5% | -7.2% | +11.7% | +5.2% |
| 3M | +13.7% | +6.4% | +7.3% | +8.7% |
| 6M | -8.4% | +25.7% | -34.1% | -17.0% |
| YTD | -26.5% | +67.9% | -94.4% | -38.6% |
| 1Y | -13.9% | +72.4% | -86.3% | -29.4% |
| 3Y | -11.3% | +48.4% | -59.8% | -29.0% |
| 5Y | -14.8% | +20.1% | -34.9% | -31.0% |
| All | -14.8% | +18.8% | -33.6% | -31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ENTG.
Daily Out/Under-Performance
Portfolio return minus ENTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENTG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ENTG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling